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CRPS.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPS.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Corporate Bond UCITS ETF (CRPS.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRPS.L is traded in GBP, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRPS.L achieves a -1.84% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, CRPS.L has underperformed IITU.L with an annualized return of 2.45%, while IITU.L has yielded a comparatively higher 27.26% annualized return.


CRPS.L

1D
0.23%
1M
1.37%
YTD
-1.84%
6M
-2.12%
1Y
1.48%
3Y*
1.73%
5Y*
0.28%
10Y*
2.45%

IITU.L

1D
-2.08%
1M
14.24%
YTD
23.25%
6M
22.00%
1Y
53.38%
3Y*
30.94%
5Y*
25.50%
10Y*
27.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPS.L vs. IITU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRPS.L
iShares Global Corporate Bond UCITS ETF
-1.84%0.38%2.69%2.88%-5.90%-2.68%6.79%8.38%1.64%-0.97%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
23.25%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%

Correlation

The correlation between CRPS.L and IITU.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.23

The correlation between CRPS.L and IITU.L shifts across timeframes, from 0.12 (5 years) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CRPS.L vs. IITU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRPS.L
CRPS.L Risk / Return Rank: 1212
Overall Rank
CRPS.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CRPS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
CRPS.L Omega Ratio Rank: 1212
Omega Ratio Rank
CRPS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
CRPS.L Martin Ratio Rank: 1212
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 7070
Overall Rank
IITU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7676
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRPS.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (CRPS.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CRPS.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-3.11

Omega ratioGain probability vs. loss probability

1.05

1.44

-0.39

Calmar ratioReturn relative to maximum drawdown

0.29

3.17

-2.88

Martin ratioReturn relative to average drawdown

0.64

8.17

-7.53

CRPS.L vs. IITU.L - Sharpe Ratio Comparison

The current CRPS.L Sharpe Ratio is 0.25, which is lower than the IITU.L Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of CRPS.L and IITU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CRPS.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

2.71

-2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

1.16

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

1.28

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.23

-0.84

Drawdowns

CRPS.L vs. IITU.L - Drawdown Comparison

The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum IITU.L drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for CRPS.L and IITU.L.


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Drawdown Indicators


CRPS.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.38%

-28.03%

+12.65%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-16.76%

+11.74%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

-28.03%

+22.26%

Max Drawdown (5Y)

Largest decline over 5 years

-12.26%

-28.03%

+15.77%

Max Drawdown (10Y)

Largest decline over 10 years

-15.38%

-28.03%

+12.65%

Current Drawdown

Current decline from peak

-7.65%

-2.89%

-4.76%

Average Drawdown

Average peak-to-trough decline

-5.89%

-5.14%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

6.51%

-4.21%

Volatility

CRPS.L vs. IITU.L - Volatility Comparison

The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.35%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRPS.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

7.01%

-5.66%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

14.45%

-9.99%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

19.60%

-13.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

21.94%

-14.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

21.31%

-12.82%

CRPS.L vs. IITU.L - Expense Ratio Comparison

CRPS.L has a 0.20% expense ratio, which is higher than IITU.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CRPS.L vs. IITU.L - Dividend Comparison

Neither CRPS.L nor IITU.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRPS.L
iShares Global Corporate Bond UCITS ETF
0.00%2.08%3.87%3.34%2.55%2.07%2.42%2.75%2.56%2.61%2.45%2.58%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CRPS.L and IITU.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for CRPS.L.

CRPS.L is categorized as Global Corporate Bonds, while IITU.L is Technology Equities. CRPS.L tracks Bloomberg Gbl Agg Corp TR USD, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for CRPS.L and 0.15% for IITU.L.

Portfolio Optimizer

Find the right allocation for CRPS.L and IITU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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